根据风险中性定价理论 (Risk-Neutral Valuation) ,股票期权定价所用的折现率是无风险利率;而对于债券期权,由于存在信用风险,折现率必须用对应公司债券的折现率,即无风险利率...
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... 鞅与测度变换(Martingale) 风险中性定价(Risk-neutral Valuation) 预期假设(Expectation hypothesis) ...
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locally risk-neutral valuation relationship 风险中性定价关系
no risk-neutral valuation 非风险中性定价
risk-neutral valuation method 风险中性定价方法
risk-free neutral valuation 风险中性定价
Pricing formulas and stratagems of hedging and preserving value foe European contingent claims are discussed with no risk neutral valuation.
在非风险中性定价意义下,研究了欧式未定权益的定价和套期保值策略。
But this leads immediately to overbidding, because risk-neutral equilibrium bidding entails a great deal of shading: a buyer will bid only one-half her valuation.
不过其直接的结果就是喊价过高,因为风险-中性的竞标者在均衡时的喊价要求作相当程度的削减:竞标者的喊价只能是其评价的一半。
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